+52.0%
SNOW vs MLM
-15.9%
+67.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.6% | -5.3% |
| 7D | +2.8% | -2.9% | +5.7% | +2.7% |
| 30D | +6.4% | -6.8% | +13.2% | +5.9% |
| 3M | +38.1% | -11.2% | +49.3% | +36.1% |
| 6M | +100.4% | -21.8% | +122.2% | +98.9% |
| YTD | +53.7% | -17.0% | +70.7% | +51.2% |
| 1Y | +52.0% | -16.4% | +68.3% | +48.5% |
| All | +52.0% | -15.9% | +67.8% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling